Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48888.21 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44719.15 Kr¶

PnL: ---------------------------------------> -228.85 Kr¶

DD now: ---------------------------------> -7.967 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:58:24.351989'

Anic Portfolio¶

Today¶

Return: -0.842 %¶

This Week¶

Return: -0.842 %¶

Total portfolio value¶

Return including deposits: 60.047 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.410000 1659.780000 192.240000 13.100000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
JM 6 1.320000 873.600000 11.400000 1.320000 862.200000
Catena 2 1.270000 799.600000 10.000000 1.270000 789.600000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Orrön Energy 180 0.310000 2046.600000 9.000000 0.440000 2037.600000
HEXPOL B 9 -0.170000 1026.900000 9.000000 0.880000 1017.900000
Sagax B 4 0.850000 859.200000 7.200000 0.850000 852.000000
Atrium Ljungberg B 5 0.700000 939.500000 6.500000 0.700000 933.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Sedana Medical 93 0.150000 2518.440000 3.720000 0.150000 2514.720000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
AcadeMedia 8 -0.700000 400.000000 -1.200000 -0.300000 401.200000
Hexatronic Group 12 -0.220000 962.400000 -2.160000 -0.220000 964.560000
EQT 4 -0.430000 826.000000 -3.600000 -0.430000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.450000 935.200000 -4.200000 -0.450000 939.400000
Addnode Group B 11 -0.600000 913.000000 -5.500000 -0.600000 918.500000
Byggmax Group 33 -0.620000 948.420000 -5.940000 -0.620000 954.360000
SKF B 5 -0.720000 931.250000 -6.750000 -0.720000 938.000000
OX2 13 -1.710000 931.450000 -16.250000 -1.710000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.580000 816.000000 -39.200000 -4.580000 855.200000
Vitec Software Group B 2 -3.870000 1042.000000 -42.000000 -3.870000 1084.000000
INVISIO 16 -1.300000 3632.000000 -48.000000 -1.300000 3680.000000
Bufab 3 -4.770000 1053.600000 -52.800000 -4.770000 1106.400000
Indutrade 5 -4.490000 1160.000000 -54.500000 -4.490000 1214.500000
Hexagon B 26 -1.690000 3393.000000 -58.500000 -1.690000 3451.500000
BHG Group 97 -6.930000 1355.090000 -99.910000 -6.870000 1455.000000
TOTAL 44719.150000 -228.850000 -7.96708% 44948.000000

Updated:¶

'2023-07-03 15:58:41.213061'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶